+597.6%
ADM vs CHRW
+3,633.2%
-3,035.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.8% |
| 7D | -7.8% | +0.2% | -8.0% | -8.0% |
| 30D | -12.6% | -9.4% | -3.2% | -11.0% |
| 3M | -8.2% | -13.3% | +5.0% | -6.1% |
| 6M | -8.9% | -24.2% | +15.3% | -4.8% |
| YTD | +24.0% | -18.9% | +42.9% | +26.3% |
| 1Y | +26.2% | -12.4% | +38.5% | +26.2% |
| 3Y | +7.0% | +72.2% | -65.2% | -11.2% |
| 5Y | +24.9% | +53.4% | -28.5% | +4.8% |
| 10Y | +102.6% | +127.0% | -24.3% | +52.0% |
| All | +597.6% | +3,633.2% | -3,035.6% | +280.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling